MSF500 Weak Convergence, 7,5 hec

The course deals with weak convergence of probability measures on Polish spaces. Here the principal examples of Polish spaces are the space C = C[0,1] of continuous trajectories and the space D = D[0,1] of cadlag trajectories. Main topics: - Portmanteau and mapping theorems - Tightness and Prokhorov theorem - Functional central limit theorems on C and D - Empirical distribution functions and the Brownian bridge - Weak convergence on D[0, infinity)
Syllabus

  

The course is
  • given in the second half of spring


Course information 2019

Course information 2017

Course information 2015

Published: Fri 03 Apr 2020.